Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-09 0.344296 0.378217 0.415216 0.458781 0.508944 0.565219 0.633587
2025-02-16 0.299615 0.342528 0.392059 0.454086 0.530582 0.623050 0.745197
2025-02-23 0.262170 0.308457 0.364137 0.437172 0.532181 0.654144 0.826978
2025-03-02 0.232491 0.279740 0.338461 0.418424 0.527141 0.674036 0.895523
2025-03-09 0.216696 0.266341 0.329997 0.419908 0.547670 0.729620 1.022649
2025-03-16 0.207587 0.260364 0.330099 0.432191 0.583825 0.811799 1.205705
2025-03-23 0.197587 0.252114 0.326036 0.437689 0.610183 0.882679 1.385937
2025-03-30 0.187757 0.243160 0.319969 0.439234 0.630157 0.945892 1.567365
2025-04-06 0.177941 0.233399 0.311783 0.436471 0.642482 0.997641 1.739769
2025-04-13 0.165374 0.218849 0.295461 0.419435 0.628970 1.001370 1.815283
2025-04-20 0.159055 0.212895 0.291388 0.421266 0.647451 1.066214 2.039988
2025-04-27 0.153143 0.207125 0.287097 0.422195 0.664212 1.130270 2.282885
2025-05-04 0.146253 0.199697 0.280047 0.418422 0.672992 1.182093 2.520353
2025-05-11 0.141153 0.194664 0.276371 0.419993 0.691904 1.258746 2.855793
2025-05-18 0.133650 0.185530 0.265563 0.408179 0.683470 1.273983 3.021520
2025-05-25 0.126072 0.175918 0.253440 0.393091 0.666882 1.267974 3.121023
2025-06-01 0.122581 0.172521 0.251247 0.395676 0.686402 1.350724 3.552582
2025-06-08 0.121138 0.172252 0.254149 0.407766 0.727219 1.494976 4.294403
2025-06-15 0.118585 0.170052 0.253629 0.413328 0.754711 1.611888 5.020162
2025-06-22 0.115536 0.166886 0.251245 0.415058 0.773854 1.710970 5.752911
2025-06-29 0.112007 0.162767 0.246964 0.412688 0.783239 1.784591 6.431149
2025-07-06 0.106569 0.155272 0.236396 0.397022 0.759468 1.753952 6.526289
2025-07-13 0.104173 0.152755 0.234516 0.398785 0.777925 1.858813 7.517188